+258.4%
BBY vs NYT
+527.0%
-268.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.7% | +2.6% |
| 7D | +5.1% | +4.5% | +0.5% | +3.4% |
| 30D | +9.7% | +8.6% | +1.2% | +6.6% |
| 3M | +22.4% | -3.8% | +26.2% | +23.3% |
| 6M | +55.9% | -10.8% | +66.7% | +60.7% |
| YTD | +45.8% | +2.2% | +43.6% | +42.2% |
| 1Y | +32.0% | +20.8% | +11.2% | +20.6% |
| 3Y | +49.8% | +68.0% | -18.2% | +17.3% |
| 5Y | +7.6% | +49.9% | -42.3% | -15.0% |
| 10Y | +258.4% | +528.5% | -270.2% | +87.9% |
| All | +258.4% | +527.0% | -268.6% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling